38 lines
2.2 KiB
Markdown
38 lines
2.2 KiB
Markdown
# AlgoGraph: Algebraic Portfolio Compiler for Edge-Compute
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This repository implements a minimal, production-ready MVP of AlgoGraph: a portable, algebraic graph-based framework for edge-enabled portfolio optimization. It models portfolio components as a graph of local optimization blocks, data channels, and verifiable plan updates.
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- Core primitives: PortfolioBlock, SignalMorphism, PlanDelta, DualVariables
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- Tiny edge-friendly solver: ADMM-lite for convex objectives
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- Adapters: basic scaffolding for venue connectors
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- Verifiable plan deltas with versioning metadata
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How to run tests
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- bash test.sh
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Packaging
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- This package is provided as a Python project. The package name is algograph_algebraic_portfolio_compiler_f.
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- See pyproject.toml for packaging metadata and dependencies.
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Roadmap highlights
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- Phase 0: core algebraic primitives, two device adapters, one risk model adapter
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- Phase 1: offline backtester, delta-sync protocol, privacy budgets
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- Phase 2: cross-venue demo with two brokers
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- Phase 3: HIL/mobile pilot and performance benchmarks
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- Phase 4: governance and adapter marketplace
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DSL Sketch (Minimal)
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- LocalProblem: id, assets, objective, constraints, signals
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- SharedSignal: named data channels carrying signals between blocks
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- DSLPlanDelta: versioned incremental plan changes with timestamp and author
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- DSLDualVariables: simple container for Lagrange multipliers
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This DSL sketch is implemented in the package at src/algograph_algebraic_portfolio_compiler_f/dsl.py and can be used to bootstrap a portable, algebraic graph representation for edge deployments.
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Two-Venue Bridge MVP (next steps)
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- Extend the DSL with a canonical bridge (EnergiBridge-like) to map AlgoGraph primitives to vendor-agnostic IR for cross-venue adapters.
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- Build a lightweight, ADMM-lite local solver on edge devices that interoperates with a central risk model via versioned PlanDelta and PrivacyBudget attestations.
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- Implement a Graph-of-Contracts registry to version adapters and data schemas, enabling auditable cross-venue collaboration without leaking raw data.
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- Provide two starter adapters (venue A and venue B) and a toy central aggregator to demonstrate end-to-end delta-sync, deterministic replay, and privacy-preserving signals.
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